+298.9%
WULF vs FIX
+12,471.5%
-12,172.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.4% |
| 7D | +7.6% | +6.0% | +1.5% | +6.5% |
| 30D | -8.6% | -7.2% | -1.4% | -7.4% |
| 3M | -37.0% | -15.9% | -21.1% | -34.9% |
| 6M | +7.4% | +12.7% | -5.3% | +6.8% |
| YTD | +43.7% | +72.8% | -29.1% | +34.9% |
| 1Y | +86.1% | +122.9% | -36.8% | +69.3% |
| 3Y | +733.8% | +774.3% | -40.5% | +573.1% |
| 5Y | -33.6% | +2,049.5% | -2,083.1% | -49.0% |
| 10Y | +76.1% | +5,821.5% | -5,745.4% | +28.5% |
| All | +298.9% | +12,471.5% | -12,172.6% | +147.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling